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Publication:2712152
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zbMath0993.93033MaRDI QIDQ2712152

Sylvain Sardy, Donald B. Percival, Anthony C. Davison

Publication date: 19 September 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

discrete wavelet transformbootstrappingMonte Carlo experimentsautocorrelation sequenceswavestrappingstationary time series models


Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Numerical methods for wavelets (65T60)


Related Items (9)

Estimators of long-memory: Fourier versus wavelets ⋮ Evaluating the GPH Estimator via Bootstrap Technique ⋮ Wavelet-based bootstrapping of spatial patterns on a finite lattice ⋮ Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes ⋮ Wavelet estimation of the dimensionality of curve time series ⋮ Wavelet-Based Bootstrap for Time Series Analysis ⋮ On simple wavelet estimators of random signals and their small-sample properties ⋮ Bootstrap testing for discontinuities under long-range dependence ⋮ A wavelet Whittle estimator of generalized long-memory stochastic volatility







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